ECBOT 10 Year T-Note Future June 2024


Trading Metrics calculated at close of trading on 05-Mar-2024
Day Change Summary
Previous Current
04-Mar-2024 05-Mar-2024 Change Change % Previous Week
Open 111-005 110-255 -0-070 -0.2% 110-120
High 111-010 111-150 0-140 0.4% 111-020
Low 110-210 110-230 0-020 0.1% 109-315
Close 110-240 111-095 0-175 0.5% 111-010
Range 0-120 0-240 0-120 100.0% 1-025
ATR 0-204 0-206 0-003 1.3% 0-000
Volume 1,348,230 1,996,086 647,856 48.1% 14,672,068
Daily Pivots for day following 05-Mar-2024
Classic Woodie Camarilla DeMark
R4 113-132 113-033 111-227
R3 112-212 112-113 111-161
R2 111-292 111-292 111-139
R1 111-193 111-193 111-117 111-242
PP 111-052 111-052 111-052 111-076
S1 110-273 110-273 111-073 111-002
S2 110-132 110-132 111-051
S3 109-212 110-033 111-029
S4 108-292 109-113 110-283
Weekly Pivots for week ending 01-Mar-2024
Classic Woodie Camarilla DeMark
R4 113-297 113-178 111-200
R3 112-272 112-153 111-105
R2 111-247 111-247 111-073
R1 111-128 111-128 111-042 111-188
PP 110-222 110-222 110-222 110-251
S1 110-103 110-103 110-298 110-162
S2 109-197 109-197 110-267
S3 108-172 109-078 110-235
S4 107-147 108-053 110-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-150 110-000 1-150 1.3% 0-193 0.5% 88% True False 2,201,687
10 111-150 109-255 1-215 1.5% 0-184 0.5% 90% True False 2,429,788
20 112-040 109-255 2-105 2.1% 0-200 0.6% 64% False False 1,245,889
40 113-290 109-255 4-035 3.7% 0-208 0.6% 37% False False 624,944
60 113-315 109-255 4-060 3.8% 0-199 0.6% 36% False False 416,721
80 113-315 108-130 5-185 5.0% 0-174 0.5% 52% False False 312,543
100 113-315 106-075 7-240 7.0% 0-148 0.4% 65% False False 250,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-210
2.618 113-138
1.618 112-218
1.000 112-070
0.618 111-298
HIGH 111-150
0.618 111-058
0.500 111-030
0.382 111-002
LOW 110-230
0.618 110-082
1.000 109-310
1.618 109-162
2.618 108-242
4.250 107-170
Fisher Pivots for day following 05-Mar-2024
Pivot 1 day 3 day
R1 111-073 111-044
PP 111-052 110-313
S1 111-030 110-262

These figures are updated between 7pm and 10pm EST after a trading day.

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